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NT Newcastle Book
NT Newcastle Book
1 Introduction
The prevalence of digitally implemented controllers and the fact that the
plant dynamics and/or the controller are often nonlinear strongly motivate
the area of nonlinear sampled-data control systems. When designing a con-
troller for a sampled-data nonlinear plant, one is usually faced with an im-
portant intrinsic difficulty: the exact discrete-time/sampled-data model of
the plant can not be found.
The absence of a good model of a sampled-data nonlinear plant for a
digital controller design has lead to several methods that use different types
of approximate models for this purpose. We single out two such methods
that attracted lots of attention in the sampled-data control literature and
that consist of the following steps:
Method 1: Method 2:
2 Method 1: Emulation
ing nonlinear sampled-data theory is that only the questions of stability (see
[3,33,34,42]) and input-to-state stability (see [41]) were addressed within the
emulation design framework. However, one may be interested in a range of
other important system theoretic properties, such as passivity and Lp stabil-
ity. It turns out that a rather general notion of dissipativity that we consider
((V, w)-dissipativity, see Definition 1) can be used to cover a range of most
important system theoretic properties within a unified framework. Special
cases of (V, w)-dissipativity are: stability, input-to-state stability, passivity,
Lp stability, forward completeness, unboundedness observability, etc. Results
in this section are taken from [30] and are concerned with preservation of
(V, w)-dissipativity under sampling in the emulation design for the cases of
static state feedback controllers and open loop controls. Results on emulation
of dynamic state feedback controllers can be found in [21] and they are not
presented here for space reasons. Hence, results in [21,30] provide a general
and unified framework for digital controller design using Method 1.
2.1 Preliminaries
In order to state our results precisely, we need to state some definitions and
assumptions. Sets of real and natural numbers are respectively denoted as
R and N. The Euclidean norm of a vector x is denoted as |x|. Given a set
B ⊂ Rn , its ² neighborhood is denoted as N (B, ²) := {x : inf z∈B |x − z| ≤ ²}.
A function γ : R≥0 → R≥0 is of class-N if it is continuous and non-decreasing.
It is of class-K if it is continuous, zero at zero and strictly increasing; it
is of class-K∞ if it is of class-K and is unbounded. A continuous function
β : R≥0 × R≥0 → R≥0 is of class-KL if β(·, τ ) is of class-K for each τ ≥ 0 and
β(s, ·) is decreasing to zero for each s > 0. For a given function d(·), we use the
following notation d[t1 , t2 ] := {d(t) : t ∈ [t1 , t2 ]}. If t1 = kT, t2 = (k + 1)T , we
use the shorter notation d[k], and take the norm of d[k] to be the supremum
of d(·) over [kT, (k + 1)T ], that is
ẋ = f (x, u, dc , ds ), (1)
y = h(x, u, dc , ds ), (2)
in the sequel that the continuous system satisfies the following dissipation
property:
with given ds (k), dc [k], u(k) and x0 = x(k), over the sampling interval
[kT, (k + 1)T ]. Let x(t) denotes the solution of the initial value problem (4)
with given ds (k), dc [k], u(k) and x0 = x(k). Then, we can write the exact
discrete-time model for (1), (2) as:
Z (k+1)T
x(k + 1) = x(k) + f (x(τ ), u(k), dc (τ ), ds (k))dτ
kT
:= FTe (x(k), u(k), dc [k], ds (k)) , (5)
y(k) = h(x(k), u(k), dc (k), ds (k)) . (6)
We now present a series of results which provide a general framework for the
emulation design method. In Theorems 1 and 2 we respectively consider the
Sampled-data control of nonlinear systems 5
“weak” and the “strong” dissipation inequalities for the exact discrete-time
model of the sampled-data system. Each of these dissipation inequalities is
useful in certain situations, as illustrated in the last subsection, where they
are applied to problems of input-to-state stability and passivity. Then several
corollaries are stated for the closed-loop system consisting of (1), (2) and
different kinds of static state feedback controllers. Examples are presented to
illustrate different conditions in main results. For simplicity we do not present
results on emulation of dynamic feedback controllers and these results can
be found in [21].
Theorem 1. (Weak form of dissipation) If the system (1), (2) is (V, w)-
dissipative, then given any 6-tuple of strictly positive real numbers
(∆x , ∆u , ∆dc , ∆d˙c , ∆ds , ν), there exists T ∗ > 0 such that for all T ∈ (0, T ∗ )
and all |x| ≤ ∆x , |u| ≤ ∆u , |ds | ≤ ° ∆ds °and functions dc (t) that are Lipschitz
° °
and satisfy kdc [0]k∞ ≤ ∆dc and °d˙c [0]° ≤ ∆d˙c , the following holds for the
∞
exact discrete-time model (5) of the system (1), (2):
∆V
≤ w(x, u, dc , ds ) +
T µ ° ° ¶
2 2 2 2 ° ˙ °2
T K1 |x| + K2 |u| + K3 |ds | + K4 kdc [0]k∞ + K5 °dc [0]° . (8)
∞
Theorem 2. (Strong form of dissipation) If the system (1), (2) is (V, w)-
dissipative, then given any quintuple of strictly positive real numbers
6 D. Nešić and A.R. Teel
(∆x , ∆u , ∆dc , ∆ds , ν) there exists T ∗ > 0 such that for all T ∈ (0, T ∗ ) and all
|x| ≤ ∆x , |u| ≤ ∆u , kdc [0]k∞ ≤ ∆dc , and |ds | ≤ ∆ds the following holds for
the system (5):
Z
∆V 1 T
≤ w(x, u, dc (τ ), ds )dτ + ν . (9)
T T 0
¥
It is very important to state and prove Theorems 1 and 2 for the case
when a feedback controller is used to achieve (V, w)-dissipativity of the closed
loop system. To prove result on weak dissipation inequalities, we consider the
situation when static state feedback controller of the form:
u = u(x, dc , ds ) (10)
is applied to the system (1), (2). It is assumed below that the feedback (10)
is bounded on compact sets. Note that this general form of feedback covers
both, the full state (u = u(x)) and output (u = u(y)) static feedback. Note
also, that the dissipation rate for the closed-loop system (1), (2) and (10) in
the definition of (V, w)-dissipativity can be taken as w = w(x, dc , ds ). Direct
consequences of Theorem 1 and Lemma 1 are the following corollaries:
Corollary 1. If the system (1), (2), (10) is (V, w)-dissipative, then given
any quintuple of strictly positive real numbers (∆x , ∆dc , ∆d˙c , ∆ds , ν), there
exists T ∗ > 0 such that for all T ∈ (0, T ∗ ) and all |x| ≤ ∆x , |ds |°≤ ∆d°s and
° °
all functions dc (t) that are Lipschitz and satisfy kdc [0]k∞ ≤ ∆dc , °d˙c [0]° ≤
∞
∆d˙c , the following holds for the discrete-time model of the closed-loop system
(1), (2), (10):
∆V
≤ w(x, dc , ds ) + ν . (11)
T
¥
Corollary 2. If the system (1), (2), (10) is (V, w)-dissipative, with ∂V ∂x and
u(x, dc , ds ) in (10) being locally Lipschitz and ∂V ∂x (0) = 0 and u(0, 0, 0) = 0,
then given any quadruple of strictly positive real numbers (∆x , ∆dc , ∆d˙c , ∆ds ),
there exists T ∗ > 0 and positive constants K1 , K2 , K3 , K4 such that for all
T ∈ (0, T ∗ ) and all |x| ≤ ∆x , |ds | ≤° ∆ds °and functions dc (t) that are Lipschitz
° °
and satisfy kdc [0]k∞ ≤ ∆dc and °d˙c [0]° ≤ ∆d˙c , the closed-loop discrete-
∞
time model for system (1), (2) and (10) satisfies:
∆V
≤ w(x, dc , ds ) +
T µ ° ° ¶
2 2 2 ° ˙ °2
T K1 |x| + K2 |ds | + K3 kdc [0]k∞ + K4 °dc [0]° .
∞
¥
Sampled-data control of nonlinear systems 7
ẋ = u(x) + dc = −x + dc , (12)
Suppose that for any given ∆x , ∆dc and ν, there exists T ∗ > 0 such that for
all T ∈ (0, T ∗ ) and k ≥ 0 with |x| ≤ ∆x and kdc [0]k∞ ≤ ∆dc we have
∆V 1 1
≤ − x2 + d2c + ν. (16)
T 2 2
We show by contradiction that the claim is not true for our case. Direct
computations yield:
2
∆V ((1 − T )x + T [sin(3) − sin(2)]) − x2
=
T 2T
= −x2 + x [sin(3) − sin(2)] + O(T ). (17)
Let x̃ = −0.5, (and hence ∆x = 0.5, ∆dc = 1). By combining (16) and (17)
we conclude that there should exist T ∗ > 0 such that ∀T ∈ (0, T ∗ ) we obtain:
1 1
− x̃2 + x̃ [sin(3) − sin(2)] − cos(2)2 − ν + O(T ) ≤ 0 , (18)
2 2
and since there exists ν ∗ > 0 such that − 12 x̃2 + x̃ [sin(3) − sin(2)]− 12 cos(2)2 =
ν ∗ we can rewrite (18) as ν ∗ −ν +O(T ) ≤ 0 , which is a contradiction (it does
8 D. Nešić and A.R. Teel
not hold for ν ∈ (0, ν ∗ )). Therefore, for ∆x = 0.5, ∆dc = 1, ν < ν ∗ , there
exists no T ∗ > 0, such that ∀T ∈ (0, T ∗ ) the condition
° ° (16) holds. Note that
° °
the chosen dc (t) does not satisfy the condition °d˙c ° ≤ ∆d˙c for some fixed
∞
∆d˙c > 0, which is evident from (13). Hence, in this case we can not apply
Theorem 1. N
u = u(x, ds ) , (19)
Corollary 3. If the system (1), (2), (19) is (V, w)-dissipative, then given
any quadruple of strictly positive real numbers (∆x , ∆dc , ∆ds , ν), there exists
T ∗ > 0 such that for all T ∈ (0, T ∗ ) and all |x| ≤ ∆x , kdc [0]k∞ ≤ ∆dc , and
|ds | ≤ ∆ds the following holds for the closed-loop discrete-time model of the
system (1), (2) and (19):
Z T
∆V 1
≤ w(x, dc (τ ), ds )dτ + ν . (20)
T T 0
Corollary 4. If the system (1), (2), (19) is (V, w)-dissipative, with ∂V ∂x and
u(x, ds ) in (19) being locally Lipschitz and ∂V∂x (0) = 0, u(0, 0) = 0, then
given any triple of strictly positive real numbers (∆x , ∆dc , ∆ds ), there exists
T ∗ > 0 and positive constants K1 , K2 , K3 such that for all T ∈ (0, T ∗ ) and
all |x| ≤ ∆x , kdc [0]k∞ ≤ ∆dc , and |ds | ≤ ∆ds the closed-loop discrete-time
model for the system (1), (2) and (19) satisfies:
Z T ³ ´
∆V 1 2
≤ w(x, dc (τ ), ds )dτ + T K1 |x|2 + K2 |ds |2 + K3 kdc [0]k∞ .
T T 0
¥
Sampled-data control of nonlinear systems 9
2.3 Applications
The weak and strong discrete-time dissipation inequalities in Theorems 1 and
2 are tools that can be used to show that the trajectories of the sampled-
data system with an emulated controller have a certain property. In order to
illustrate what kind of properties can be proved for the sampled-data system
using the weak or strong inequalities, we apply our results to two impor-
tant system properties: input-to-state stability and passivity. The results on
input-to-state stability were proved in [30] and in [31]. The sketch of proof
of the result on passivity can be found in [30]. Further applications of weak
and strong inequalities to investigation of Lp stability, integral ISS, etc. are
possible and are interesting topics for further research.
can be rendered ISS using the locally Lipschitz static state feedback
u = u(x), (22)
Suppose also that the feedback needs to be implemented using a sampler and
zero order hold, that is:
The following result was first proved in [41] and an alternative proof was
presented in [30]. The proof in [30] is based on the result on strong dissipation
inequalities given in Corollary 3 and the results in [27]. In this case, the results
on weak dissipation inequalities could not be used. This is because we do
not want to impose the condition that the disturbances are Lipschitz when
proving the following result, and that is a standing assumption in results on
weak dissipation inequalities.
Corollary 5. If the continuous time system (21), (22) is ISS, then there
exist β ∈ KL, γ ∈ K such that given any triple of strictly positive numbers
(∆x , ∆dc , ν), there exists T ∗ > 0 such that for all T ∈ (0, T ∗ ), |x(t0 )| ≤ ∆x ,
kdc k∞ ≤ ∆dc , the solutions of the sampled-data system (21), (23) satisfy:
∀t ≥ t0 ≥ 0. ¥
10 D. Nešić and A.R. Teel
for all t ≥ 0. ¥
x1 (k + 1) = x1 (k) + T x2 (k)
x2 (k + 1) = x2 (k) + T x3 (k) (29)
x3 (k + 1) = x3 (k) + T u(k) ,
are not very general. On the other hand, we present a rather general result
for a large class of plants, a large class of approximate discrete-time models
and the conditions we obtain are readily checkable. For different approximate
discretization procedures see [25,38,39,37].
Results in this section are based mainly on [28] and they address the
design of stabilizing static state feedback controllers based on approximate
discrete-time plant models. A more general result was recently proved in
[29] where conditions are presented for dynamic feedback controllers that are
designed for approximate discrete-time models of sampled-data differential
inclusions to prove stability with respect to arbitrary non-compact sets.
and also use the notation εk (ξ) := εk (ξ, ξ) = xe (k, ξ) − xa (k, ξ). In our
results (see Theorems 3 and 4), we will make a stability assumption on the
family of closed-loop approximate plant models and will draw a conclusion
about stability of the family of closed-loop exact plant models by invoking
assumptions about the closeness of solutions between the two families.
Lemma 2. If
1. (uT , FTa ) is one-step consistent with (uT , FTEuler ) where FTEuler (x, u) :=
x + T f (x, u),
2. for each compact set X ⊂ Rn there exist ρ ∈ K∞ , M > 0, T ∗ > 0 such
that, for all T ∈]0, T ∗ [ and all x, y ∈ X ,
(a) |f (y, uT (x))| ≤ M ,
(b) |f (y, uT (x)) − f (x, uT (x))| ≤ ρ(|y − x|),
and
k
z }| {
k
k ≤ L/T =⇒ α (0, T ) := α (· · · α (α (0, T ) , T ) · · · , T ) ≤ η .
(37)
then
This condition is guaranteed for FTe when f (x, u) and uT (x) are locally Lip-
schitz (uniformly in small T ). Note that no continuity assumptions on uT (x)
were made in Lemma 2 to guarantee one-step consistency. The condition
given in Lemma 4 for multi-step consistency is similar to conditions used in
the numerical analysis literature (e.g., see conditions (i) and (iii) of Assump-
tion 6.1.2 in [39, pg.429]).
One-step and multi-step consistency do not imply each other and this is
one motivation for developing different stability theorems that rely on one of
these properties. Example 4 in Section 3.3 shows that multi-step consistency
may not hold when one-step consistency does hold. That one-step consistency
may not hold when multi-step consistency does hold can be seen from the
plant ẋ = x + u with Euler approximation x(k + 1) = x(k) + T (x(k) + u(k)) =
FTa (x(k), u(k)) and controller uT (x) = −( T1 + 1)x. The exact discrete-time
model is x(k + 1)³ = eT x(k)´+ (eT − 1)u(k) and we have FTa (x, uT (x)) ≡ 0 and
T
FTe (x, uT (x)) = 1 − e T−1 x. Since, for x in a compact set, FTe (x, uT (x)) is
of order T we do not have one-step consistency. On the other hand, it follows
from FTa (x, uT (x)) ≡ 0 and the fact that FTe (x, uT (x)) is of order T that we
do have multi-step consistency. Indeed, for each compact set X ⊂ R and each
η > 0 there exist strictly positive numbers K, T ∗ such that, for all x, z ∈ X ,
T ∈]0, T ∗ [, k ≥ 0,
We now give conditions on the family (uT , FTa ) that guarantee asymptotic
stability for the family (uT , FTe ). As we have already seen in Example 3, it
is not enough to assume simply that each member of the family (uT , FTa ) is
asymptotically stable (at least for small T ). Instead, we will impose partial
uniformity of the stability property over all small T . For that, we make the
following definitions:
1. The family (uT , FT ) is said to be (β, N )-stable if there exists T ∗ > 0 such
that for each T ∈]0, T ∗ [, the solutions of the system
satisfy
Theorem 4. If
A1: (uT , FTa ) is one-step consistent with (uT , FTe ), and
B1: (uT , FTa ) is EGAS by equi-Lipschitz Lyapunov functions
then
C1: there exists β ∈ KL such that, for each bounded neighborhood N of the
origin, the family (uT , FTe ) is (β, N )-practically stable.
3.3 Examples
Example 4 illustrates Theorem 4 by giving an example where multi-step
consistency does not hold but one-step consistency does hold and there is
a suitable family of Lyapunov functions. Example 5 shows situation where
each element of the family (uT , FTa ) is globally exponentially stable with
overshoots uniform in T but where the family (uT , FTe ) fails to be (β, N )-
practically stable for any pair (β, N ). In reference to Theorem 3, we use the
notation C for this situation.
ẋ1 = x1 + u1
(48)
ẋ2 = u2
ray x2 = 0.1x1 > 0 is forward invariant for all T ∈ (0, 1). On the other
hand, (xe1 (1, ξ), xe2 (1, ξ)) = ((2 − eT )1, (1 − T )0.1), i.e., for all small T > 0,
xe2 (1, ξ) < 10xe1 (1, ξ) and xe2 (1, ξ) > 0.1xe1 (1, ξ) since eT > 1 + T . It fol-
lows that, for k ≥ 1, x(k, ξ) will take values on the horizontal line given by
x2 = (1 − T )0.1 moving in the direction of decreasing x1 until it crosses the
positive ray x2 = 10x1 . Let k̄ denote the number of steps required to cross the
positive ray x2 = 10x1 . It is easy to put an upper and lower bound on k̄T that
is independent of T . Then since, for all k ≤ k̄, we have xe2 (k, ξ) = (1 − T )0.1
while xa2 (k, ξ) = (1 − T )k 0.1 ≤ e−kT 0.1, it is clear that the conclusion of
Lemma 3 is not satisfied. Hence (uT , FTa ) cannot be multi-step consistent
with (uT , FTe ).
B1: We take VT (x) = |x1 | + |x2 |. We get, for T ∈ (0, 1) and 0 < 0.1x1 <
x2 < 10x1 :
T
VT (FTa (x, uT (x))) − V (x) = −T |x1 | ≤ − [|x1 | + |x2 |] (52)
20
and, otherwise,
It follows that the family (uT , FTa ) is EGAS by equi-Lipschitz Lyapunov func-
tions.
C1: We conclude from Theorem 4 (and also using the homogeneity of
VT (x) and FTe (x, uT (x)) to pass from a semiglobal practical result to a global
result and following the steps of the proof of Theorem 4 to get an exponential
result) that the family (uT , FTe ) is (β, R2 )-stable with β(s, t) of the form
ks exp(−λt) with k > 0 and λ > 0.
4 Conclusion
Several recent results on design of sampled-data controllers that appeared in
[21,27–31] were overviewed. These results are geared toward providing a uni-
fied framework for the digital controller design based either on the continuous-
time plant model (Method 1) or on an approximate discrete-time plant model
(Method 2). The conditions we presented are easily checkable and the results
are applicable to a wide range of plants, controllers and system theoretic
properties. Further research is needed to provide control design algorithms
based on approximate discrete-time models. Our results on Method 2 provide
a unified framework for doing so.
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